+6.4%
OXY vs VTR
+99.2%
-92.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | +5.5% | +1.1% | +4.4% | +4.9% |
| 3M | +11.3% | +7.9% | +3.4% | +6.9% |
| 6M | +11.6% | +6.2% | +5.4% | +7.1% |
| YTD | +51.6% | +17.7% | +33.8% | +38.2% |
| 1Y | +36.2% | +32.9% | +3.3% | +16.7% |
| 3Y | +1.7% | +129.7% | -128.0% | -35.9% |
| 5Y | +164.5% | +89.3% | +75.2% | +77.7% |
| All | +6.4% | +99.2% | -92.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling